+24,401.0%
TSLA vs IWF
+1,058.1%
+23,342.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.1% |
| 7D | +8.9% | +2.8% | +6.1% | +4.5% |
| 30D | +6.3% | -7.5% | +13.8% | +20.0% |
| 3M | +14.8% | -8.5% | +23.3% | +31.8% |
| 6M | -12.4% | -7.4% | -5.0% | -0.2% |
| YTD | -13.2% | -2.6% | -10.6% | -8.1% |
| 1Y | -2.9% | -1.8% | -1.1% | +1.5% |
| 3Y | +74.4% | +65.5% | +9.0% | -8.6% |
| 5Y | +13.3% | +55.8% | -42.6% | -30.8% |
| 10Y | +3,004.2% | +384.9% | +2,619.3% | +347.8% |
| All | +24,401.0% | +1,058.1% | +23,342.9% | +1,211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling